+1,583.6%
CCJ vs IRM
+10,894.9%
-9,311.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.3% |
| 7D | +0.7% | -0.5% | +1.2% | +0.9% |
| 30D | +6.9% | -8.1% | +14.9% | +9.3% |
| 3M | -11.6% | -9.7% | -2.0% | -9.1% |
| 6M | -16.2% | +10.0% | -26.2% | -18.2% |
| YTD | +10.1% | +43.0% | -32.9% | +0.1% |
| 1Y | +32.3% | +32.7% | -0.4% | +22.5% |
| 3Y | +171.3% | +102.7% | +68.6% | +123.8% |
| 5Y | +372.4% | +187.6% | +184.8% | +255.6% |
| 10Y | +1,070.0% | +420.1% | +649.9% | +640.7% |
| All | +1,583.6% | +10,894.9% | -9,311.3% | +693.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling